+30.5%
JD vs ALK
-41.7%
+72.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | +13.4% | +9.0% | +4.3% | +11.1% |
| 30D | +7.7% | -1.6% | +9.3% | +7.8% |
| 3M | -11.3% | -23.2% | +11.9% | -6.6% |
| 6M | -5.1% | -3.9% | -1.3% | -6.2% |
| YTD | +5.0% | -22.6% | +27.6% | +7.9% |
| 1Y | -5.6% | -5.3% | -0.3% | -7.9% |
| 3Y | +17.8% | +18.6% | -0.8% | +3.9% |
| 5Y | -57.2% | -34.4% | -22.8% | -57.4% |
| All | +30.5% | -41.7% | +72.2% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling